CME Swiss Franc Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
1.1091 |
1.1173 |
0.0082 |
0.7% |
1.1148 |
| High |
1.1204 |
1.1218 |
0.0014 |
0.1% |
1.1204 |
| Low |
1.1070 |
1.1165 |
0.0095 |
0.9% |
1.1028 |
| Close |
1.1186 |
1.1178 |
-0.0009 |
-0.1% |
1.1186 |
| Range |
0.0134 |
0.0053 |
-0.0082 |
-60.8% |
0.0176 |
| ATR |
0.0079 |
0.0077 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
24,022 |
13,977 |
-10,045 |
-41.8% |
115,341 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1313 |
1.1206 |
|
| R3 |
1.1292 |
1.1261 |
1.1192 |
|
| R2 |
1.1239 |
1.1239 |
1.1187 |
|
| R1 |
1.1208 |
1.1208 |
1.1182 |
1.1224 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1194 |
| S1 |
1.1156 |
1.1156 |
1.1173 |
1.1171 |
| S2 |
1.1134 |
1.1134 |
1.1168 |
|
| S3 |
1.1082 |
1.1103 |
1.1163 |
|
| S4 |
1.1029 |
1.1051 |
1.1149 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1667 |
1.1603 |
1.1283 |
|
| R3 |
1.1491 |
1.1427 |
1.1234 |
|
| R2 |
1.1315 |
1.1315 |
1.1218 |
|
| R1 |
1.1251 |
1.1251 |
1.1202 |
1.1283 |
| PP |
1.1139 |
1.1139 |
1.1139 |
1.1156 |
| S1 |
1.1075 |
1.1075 |
1.1170 |
1.1107 |
| S2 |
1.0963 |
1.0963 |
1.1154 |
|
| S3 |
1.0787 |
1.0899 |
1.1138 |
|
| S4 |
1.0611 |
1.0723 |
1.1089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1218 |
1.1028 |
0.0190 |
1.7% |
0.0088 |
0.8% |
79% |
True |
False |
22,163 |
| 10 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0075 |
0.7% |
52% |
False |
False |
22,025 |
| 20 |
1.1316 |
1.1028 |
0.0288 |
2.6% |
0.0075 |
0.7% |
52% |
False |
False |
22,200 |
| 40 |
1.1349 |
1.0904 |
0.0446 |
4.0% |
0.0075 |
0.7% |
62% |
False |
False |
22,920 |
| 60 |
1.1570 |
1.0904 |
0.0667 |
6.0% |
0.0070 |
0.6% |
41% |
False |
False |
15,485 |
| 80 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0070 |
0.6% |
29% |
False |
False |
11,641 |
| 100 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0069 |
0.6% |
29% |
False |
False |
9,322 |
| 120 |
1.1861 |
1.0904 |
0.0958 |
8.6% |
0.0064 |
0.6% |
29% |
False |
False |
7,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1355 |
|
1.618 |
1.1302 |
|
1.000 |
1.1270 |
|
0.618 |
1.1250 |
|
HIGH |
1.1218 |
|
0.618 |
1.1197 |
|
0.500 |
1.1191 |
|
0.382 |
1.1185 |
|
LOW |
1.1165 |
|
0.618 |
1.1133 |
|
1.000 |
1.1113 |
|
1.618 |
1.1080 |
|
2.618 |
1.1028 |
|
4.250 |
1.0942 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1166 |
| PP |
1.1187 |
1.1154 |
| S1 |
1.1182 |
1.1142 |
|